NYSE Group Index Products - The New York Stock … Thomson Reuters RIC symbol for identifier change...

NYSE Group Index Products

Version Date

2.5 14 Nov 2017

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November 14, 2017. NYSE disclaims any duty to update this information.

NYSE Proprietary Market Data CLIENT SPECIFICATION

NYSE Group Index Weightings v2.5 2

Preface

Document History

Version No. Date Change Description

1.0 22 Nov 2011 First release of document

1.1 16 Jan 2012 Updated:

- Delivery Schedule for NYSE Euronext Carbon 100 Europe Index

Files

- EXCHANGE_RATE field length

2.0 21 Mar 2012 Changes to be effective on 01 July 2012:

- New product packaging structure

- EFFECTIVE_DATE field added to Summary and Components

Files

- BOD files renamed NXTD files

Changes to FTP directory structure

2.1 06 Jun 2012 Changes to be effective 01 July 2012:

- NYSE Fixed Income Index Weightings File Layouts

- DATE field renamed as FILE_DATE

- Length numeric fields (NYSE Equity Index Weightings File

Layouts)

- File Delivery Schedule (Equity and Fixed Income files)

- NYSE Arca & Amex Equity Files renamed

- NYSE Arca & Amex Equity FTP directory renamed

2.1

2.2

21 Sept 2012 - 21 Sept 2012 Rebranded with new NYSE Technologies template

8 Aug 2014 Updated:

- Intercontinental Exchange NYSE rebranding

- Addition of Daily Changes Files and Premium Products

Updated decimal precision on equity indices

2.3 4 Jan 2016 Updated:

- Overall specification content and format

- File delivery schedule

2.4 24 Jul 2017 Updated to reflect NYSE American branding

2.5 14 Nov 2017 Updated contact and website information



Contact Information

NYSE Service Desk

[email protected]

NYSE Market Data Help

[email protected]

NYSE Market Data Sales

[email protected]

Further Information

For additional product information, please visit https://nyse.com/market-data/indices

1. INTRODUCTION ..................................................................................................................... 4

1.1 Types of Files Available ............................................................................................................. 4

1.2 Index Data Products options ..................................................................................................... 4

2. FILE LAYOUTS ....................................................................................................................... 5

2.1 Index Daily Changes Files ............................................................................................................ 5

2.2 Equity Index Products ............................................................................................................... 8

2.2.1 Equity Summary Index Files ............................................................................................................. 8

2.2.2 Equity Components Index Files ........................................................................................................ 9

2.3 Fixed Income Index Products .................................................................................................. 11

2.3.1 Fixed Income Summary Index Files ................................................................................................ 11

2.3.2 Fixed Income Components Index Files ........................................................................................... 13

3. FILE NAMES ......................................................................................................................... 16

3.1 Overview Table of File Names per Index File Product ............................................................ 16

4. FTP DIRECTORY STRUCTURE .......................................................................................... 19

4.1 Overview Table of FTP Directory Structure per Index File Product ....................................... 19

5. DELIVERY SCHEDULE ........................................................................................................ 23

mailto:[email protected]



https://nyse.com/market-data/indices



1. Introduction

The NYSE Index data products are comprised of daily reports that provide detailed index composition,

weights, reviews and daily components changes for NYSE indices. The reports are published twice daily

or intraday:

The End of Day reports (EOD) carry close of business data for the various indices.

The Next Day reports (NXTD) carry data adjusted for corporate actions/index reviews.

The Daily Changes reports provide component level changes and adjustments affecting indices.

1.1 Types of Files Available

Summary - These carry index divisors, levels and other relevant index data.

Components - These carry detailed composition and weights data.

Daily Changes – These carry changes and adjustments at the component level, including rebalance

information.

1.2 Index Data Products options

Premium Package Products - These products allow for access to index summary levels, constituents,

weightings, proforma rebalance, and daily index corporate actions data. Premium Package products are

available for all NYSE Group index families, including NYSE Equity, NYSE Arca & American Equity,

NYSE Fixed Income, Intellidex, and StrataQuant indices.

Weightings Package Products – These products allow for access to index summary levels, constituents,

weightings, and proforma rebalance data. Weightings Package products are available for all NYSE

Group index families, including NYSE Equity, NYSE Arca & American Equity, NYSE Fixed Income,

Intellidex, and StrataQuant indices.



2. File Layouts

2.1 Index Daily Changes Files

Table 1 describes the file layout for Index Daily Changes files. These include Index Daily Changes, Index

Daily Effectiveness, and Index Daily Announcements files.

Table 1 File Layout – NYSE Index Daily Changes File

column_name fi

eld

_ty

pe_

key

fiel

d_le

ngth

da

te_m

ask

column_description

Record Number Number 30, 0 Identifies a unique corporate action record

in the file

Effective Date Date 0 YYYYMMDD Date on which the action is effective at the

opening of trading

Index Text 20 Index on whose composition the action is

applicable for

Component Text 20 Component on which the action is

applicable; Old symbol for symbol changes

Action Type Text 20 Type of action being executed

New Shares Number 30, 15 New unadjusted shares for a share change;

Unadjusted shares for an addition

New Multiplier Number 30, 15 New multiplier for a share change;

Multiplier for an addition

New Float Factor Number 30, 15 New float factor for a share change; Float

factor for an addition

Adjusted Price Number 30, 15 New adjusted previous & close prices for a

price adjustment (local)

New Cash Component Number 30, 15 New cash component for a cash change

Gross Dividend Number 30, 15 Gross dividend amount for component

Dividend Currency Text 4 Currency in which gross dividend is paid

for a component

Dividend Tax Rate Number 30, 15

Tax rate to apply on gross dividend amount

to derive net dividend amount for a

component

Split Ratio Number 30, 15

Ratio of stock split or stock dividend to be

applied to the previous & close prices and

unadjusted shares

Distribution Amount Number 30, 15

Value per share of special cash dividend,

rights offering, or spin-off to be applied to

previous & close prices

Distribution Currency Text 4 Currency in which distribution amount is

quoted in



column_name

fiel

d_

typ

e_k

ey

fiel

d_le

ngth

da

te_m

ask

column_description

New Symbol Text 20 New symbol for component for identifier

change

New RIC Text 20 New Thomson Reuters RIC symbol for

identifier change

New Bloomberg Symbol Text 20 New Bloomberg Symbol for component for

identifier change

New Local Exchange Symbol Text 20 New Local Exchange Symbol for

component for identifier change

New Name Text 120 New component description or name for

identifier change

New Exchange Text 20 New primary exchange for component for

identifier change

New MIC Text 5 New MIC code for component for identifier

change

New CUSIP Text 10 New CUSIP number for component for

identifier change

New ISIN Text 15 New ISIN code for component for identifier

change

New Sedol Text 10 New Sedol number for component for

identifier change

New Country of Domicile Text 5 New Country of Domicile for component

for identifier change

New ICB Classification Code Number 30, 15 New ICB Classification Code for


New Component Currency Text 4 New Currency Code for component for

identifier change

Record Modification Flag Text 2 Indicates that Record has been Modified

Record Cancellation Flag Text 2 Indicates that Record has been Cancelled

Rebalance Flag Text 2 Indicates that Record is related to an Index

Rebalance

Notes Text 2,000 Business-created custom notes on action

being executed

New Adjusted Shares Number 30, 15 Total amount of newly adjusted shares

Adjusted Price Converted Number 30, 15 Adjusted Price converted in $USD

Net Dividend Number 30, 15 Final amount after all adjustments have

been made



column_name

fiel

d_

typ

e_k

ey

fiel

d_le

ngth

da

te_m

ask

column_description

Existing RIC Text 20 Existing Thomson Reuters RIC symbol for

identifier change

Existing Bloomberg Symbol Text 20 Existing Bloomberg Symbol for component


Existing Local Exchange Symbol Text 20 Existing Local Exchange Symbol for


Existing Name Text 120 Existing component description or name for

identifier change

Existing Exchange Text 20 Existing primary exchange for component


Existing MIC Text 5 Existing MIC code for component for

identifier change

Existing CUSIP Text 10 Existing CUSIP number for component for

identifier change

Existing ISIN Text 15 Existing ISIN code for component for

identifier change

Existing SEDOL Text 10 Existing Sedol number for component for

identifier change

Existing Country of Domicile Text 5 Existing Country of Domicile for


Existing ICB Classification Code Number 30, 15 Existing ICB Classification Code for


Existing Component Currency Text 5 Existing Currency Code for component for

identifier change



2.2 Equity Index Products

2.2.1 Equity Summary Index Files

Table 2 describes the file layouts that will be used for Equity EOD and NXTD Summary index files.

Table 2 File Layout – Equity Summary Index Files

column_name

fiel

d_

typ

e_k

ey

fiel

d_le

ngth

da

te_m

ask

column_description

FILE_DATE Date 10 mm/dd/yyyy Calculation date of the index. For NYSE

Equity Index files prior to 01 July 2012 the

field name is DATE

INDEX_NAME Text 250 Index name

OFFICIAL_IDENTIFIER Text 25 Official identifier of the index

OFFICIAL_IDENTIFIER_TYPE Text 25 Official identifier type (i.e. Ticker, CUSIP,

ISIN)

TICKER Text 25 Index symbol

COUNTRY_CODE Text 5 Country identifier of the index (for example,

US)

CURRENCY_CODE Text 3 Currency identifier of the index (for

example, USD)

DIVISOR Number 30,15 Index divisor

OPEN_CALCULATION Number 30,15 Opening level of the index calculated from

the official open prices of the components

(or official previous close in case the

component did not trade). Please note this

field will be presented empty in NXTD files

PREVIOUS_CLOSE Number 30,15 Previous close level of the index. Please

note this field will be presented empty in

NXTD files.

CLOSE Number 30,15 Close level of the index

CASH_COMPONENT Number 30,15 Aggregated dividends paid by the index

components

MARKET_CAPITALISATION Number 30,15 Market capitalization of the index

NUMBER_CONSTITUENTS Number 10 Number of components of the index

EXCHANGE_RATE Number 30,16 Exchange rate used to translate internal

market capitalization into the index level

currency

EFFECTIVE_DATE Date 10 mm/dd/yyyy Effective date of the divisor



2.2.2 Equity Components Index Files

Table 3 describes the file layout that will be used for Equity EOD and NXTD Components index files.

Table 3 File Layout – Equity Components Index Files

column_name

fiel

d_

typ

e_k

ey

fiel

d_le

ngth

da

te_m

ask

column_description

FILE_DATE Date 10 mm/dd/yyyy Trading date. For NYSE Equity Index files

prior to 01 July 2012 the field name is

DATE

INDEX Text 25 Index marker (i.e. Index symbol)

COMPONENT_NAME Text 250 Component name

OFFICIAL_IDENTIFIER Text 25 Official identifier of the component


ISIN)

TICKER Text 25 Component symbol

COUNTRY_CODE Text 5 Country identifier of the component

CURRENCY_CODE Text 3 Currency identifier of the component

INDUSTRY_CODE Text 4 FTSE's ICB Industry code of the

component. Not available for non-North

American components

SUPERSECTOR_CODE Text 4 FTSE's ICB Supersector code of the


American components

SECTOR_CODE Text 4 FTSE's ICB Sector code of the component.

Not available for non-North American

components

SUBSECTOR_CODE Text 4 FTSE's ICB Subsector code of the


American components

SHARES Number 30,15 Number of shares for the component

included in the index

MULTIPLIER Number 30,15 Adjustment factor applied to number of

shares for the component

FLOAT_FACTOR Number 30,10 Adjustment factor representing the portion

of shares for the component available in the

market

OPEN_PRICE Number 30,15 Open price for the component (or previous

close if the component did not trade).

Please note this field will be presented

empty in NXTD files.

OPEN_INDICATOR Number 1 Indicates whether or not the component

traded. Please note this field will be

presented empty in NXTD files.



column_name

fiel

d_

typ

e_k

ey

fiel

d_le

ngth

da

te_m

ask

column_description

CLOSE Number 30,15 Close price of the component

CASH_DIVIDENDS Number 30,15 Dividend amount paid by the component on

the trading date

EXCHANGE_RATE Number 30,16 Exchange rate used to calculate the internal

market capitalization of the component

MARKET_CAPITALISATION Number 30,15 The market capitalization used for the

component in the index calculation (i.e.

index capitalization for the component)

WEIGHT Number 30,15 The weight of the component in the index

EFFECTIVE_DATE Date 10 mm/dd/yyyy Effective date of the composition



2.3 Fixed Income Index Products

2.3.1 Fixed Income Summary Index Files

Table 4 describes the file layout that will be used for Fixed Income EOD and NXTD Summary index files.

Table 4 File Layout – Fixed Income Summary Files

column_name

fiel

d_

typ

e_k

ey

fiel

d_le

ngth

da

te_m

ask

column_description

FILE_DATE Date 10 mm/dd/yyyy Calculation date of the index


INDEX_NAME Text 250 Index name

OFFICIAL_IDENTIFIER Text 25 Official identifier of the index


ISIN)

TICKER Text 25 Index symbol

COUNTRY_CODE Text 2 Country identifier of the index (for

example, US)

CURRENCY_CODE Text 3 Currency identifier of the index (for

example, USD)

DIVISOR Number 30,16 Index divisor

CLOSE Number 30,16 Close level of the index

ACCRUED_INTEREST Number 30,16 Total accrued interest of the index

composition. Equals the value presented in

EOD file, not projected out for extra day(s)

in NXTD files

COUPON_PAYMENTS Number 30,16 Total coupon received by index

components. Equals the value presented in


in NXTD files.

INDEX_MARKET_VALUE Number 30,16 Value of the index at close

BOND_MARKET_VALUE Number 30,16 Market value of the index composition

DURATION Number 30,16 Duration of the index composition. Equals

the value presented in EOD file, not

projected out for extra day(s) in NXTD

files. To be presented only for Multi-bond

indices

MODIFIED_DURATION Number 30,16 Modified duration of the index

composition. Equals the value presented in


in NXTD files. To be presented only for

Multi-bond indices



column_name

fiel

d_

typ

e_k

ey

fiel

d_le

ngth

da

te_m

ask

column_description

REBALANCE Text 1 Flag that indicates if a rebalanced index

composition will be due on the effective

date To be presented empty in EOD files.



2.3.2 Fixed Income Components Index Files

Table 5 describes the file layout that will be used for Fixed Income EOD and NXTD Components index

files.

Table 5 File Layout – Fixed Income Components Files

column_name

fiel

d_

typ

e_k

ey

fiel

d_le

ngth

da

te_m

ask

column_description

FILE_DATE Date 10 mm/dd/yyyy Trading date


INDEX Text 25 Index marker (ie. Index symbol)

COMPONENT_NAME Text 250 Component name. For Treasury Futures it

includes the component symbol

CUSIP Text 25 Component CUSIP. To be presented empty

for Treasury Futures indices

ISIN Text 25 Component ISIN. To be presented empty


COUNTRY_CODE Text 5 Country identifier of the component

CURRENCY_CODE Text 3 Currency identifier of the component

REBALANCE Text 1 Flag that indicates if a rebalanced

component will be due on the effective

date. To be presented empty in EOD files.

SHARES Number 30,16 Number of bonds or futures contracts for

the component included in the index

CLEAN_PRICE Number 30,16 Clean price of the index component. To be

presented empty for Treasury Futures

indices

ACCRUED_INTEREST_SHARE Number 30,16 Accrued interest per share of the index

component. To be presented empty for

Treasury Futures indices

DIRTY PRICE Number 30,16 Dirty price of the index component (clean

price added to accrued interest). To be


indices

TOTAL_ACCRUED_INTEREST Number 30,16 Accrued interest of the index component.

To be presented empty for Treasury Futures

indices

CALLABLE Text 1 Flag that identifies if the index component

is callable or not. To be presented empty


FIXED_COUPON Text 1 Number of coupon payments per year of the

index component. To be presented empty




column_name

fiel

d_

typ

e_k

ey

fiel

d_le

ngth

da

te_m

ask

column_description

COUPON_RATE Number 30,16 Coupon rate received by the index


Treasure Futures indices

COUPON_FREQUENCY Text 1 Number of coupon payments per year of the

index component. To be presented empty


ISSUED_DATE Date 10 mm/dd/yyyy Issue date of the index component. To be


indices

SETTLEMENT_DATE Date 10 mm/dd/yyyy Settlement date of the index component. To

be presented empty for Treasury Futures

indices

PREVIOUS_COUPON_DATE Date 10 mm/dd/yyyy Last coupon payment date of the index


multi-component and Treasury Futures

indices

NEXT_COUPON_DATE Date 10 mm/dd/yyyy Next coupon payment date of the index


Treasury Futures indices

CURRENT_YIELD Number 30,16 Current yield of the index component. To

be presented empty for Treasury Futures

and multi-component indices

DAYS_ACCRUED Number 30,16 Number of days lapsed since last bond

coupon payment date (utilized in the

calculation of the accrued interest). To be

presented empty for Treasury Futures and

multi-component indices

INTEREST_RATE_TERM Text 10 Term of the interest rate used to calculate

the maturity yield of the component. To be



INTEREST_RATE_CURRENCY Text 3 Currency of the interest rate used to

calculate the maturity yield of the


Treasury Futures and multi-component

indices

INTEREST_RATE_TYPE Text 25 Interest rate used to calculate the maturity

yield of the component. To be presented

empty for Treasury Futures and multi-

component indices

INTEREST_RATE Text 25 Value of the interest rate used to calculate

the maturity yield of the component. To be




column_name

fiel

d_

typ

e_k

ey

fiel

d_le

ngth

da

te_m

ask

column_description


DURATION Number 30,16 Duration of the index component. To be

presented only for multi-bond indices

MODIFIED_DURATION Number 30,16 Modified duration of the index component.

To be presented only for multi-bond indices

NEAR_CONTRACT_DATE Date 10 mm/dd/yyyy Near contract date of the component. To be

presented only when the component is a

Future contract. To be presented empty in

NXTD files.

NEAR_CONTRACT_PRICE Number 30,16 Near contract price of the component. To

be presented only when the component is a


NXTD files.

FAR_CONTRACT_DATE Date 10 mm/dd/yyyy Far contract date of the component. To be



NXTD files.

FAR_CONTRACT_PRICE Number 30,16 Far contract price of the component. To be



NXTD files.



3. File Names

Note: In all file names described in this section, “yyyymmdd” refers to the date of the file.

3.1 Overview Table of File Names per Index File Product

Table 6 provides an overview of the file names

Table 6 File Name Overview

Product Index/Index

Family File Names

NYSE Group Index Premium

Package

NYSE Equity

Indices

IDX_US_NYSE_REF_SUMMARY_EOD_yyyymmdd

IDX_US_NYSE_REF_SUMMARY_NXTD_yyyymmdd

IDX_US_NYSE_REF_COMPONENTS_EOD_yyyymmdd

IDX_US_NYSE_REF_COMPONENTS_NXTD_yyyymmdd

IDX_US_NYSE_REF_REVIEWS_ yyyymmdd

IDX_US_NYSE_REF_DAILYCHANGES_ yyyymmddhhnn

IDX_US_NYSE_REF_DAILYCHANGES_EFFECTIVE_

yyyymmddhh

IDX_US_NYSE_REF_DAILYCHANGES_SUMMARY_

yyyymmddhh

NYSE Arca &

American

Equity Indices

IDX_US_ARCA-MKT_REF_SUMMARY_EOD_yyyymmdd

IDX_US_ARCA-MKT_REF_SUMMARY_NXTD_yyyymmdd

IDX_US_ARCA-

MKT_REF_COMPONENTS_EOD_yyyymmdd

IDX_US_ARCA-

MKT_REF_COMPONENTS_NXTD_yyyymmdd

IDX_US_ARCA-MKT_REF_REVIEWS_ yyyymmdd

IDX_US_ARCA-MKT_REF_DAILYCHANGES_

yyyymmddhhnn

IDX_US_ARCA-

MKT_REF_DAILYCHANGES_EFFECTIVE_ yyyymmddhh

IDX_US_ARCA-

MKT_REF_DAILYCHANGES_SUMMARY_ yyyymmddhh

NYSE Fixed

Income Indices

IDX_US_FIXEDINCOME_REF_SUMMARY_EOD_yyyymm

dd

IDX_US_FIXEDINCOME_REF_SUMMARY_NXTD_yyyym

mdd

IDX_US_FIXEDINCOME_REF_COMPONENTS_EOD_yyyy

mmdd

IDX_US_FIXEDINCOME_REF_COMPONENTS_NXTD_yyy

ymmdd



Product Index/Index

Family File Names

IDX_US_FIXEDINCOME_REF_REVIEWS_ yyyymmdd

IDX_US_FIXEDINCOME _REF_DAILYCHANGES_

yyyymmddhhnn

IDX_US_FIXEDINCOME_REF_DAILYCHANGES_EFFECT

IVE_ yyyymmddhh

IDX_US_FIXEDINCOME_REF_DAILYCHANGES_SUMM

ARY_ yyyymmddhh

Intellidex IDX_US_INTELLIDEX_REF_SUMMARY_EOD_yyyymmdd

IDX_US_INTELLIDEX_REF_SUMMARY_NXTD_yyyymmd

d

IDX_US_INTELLIDEX_REF_COMPONENTS_EOD_yyyym

mdd

IDX_US_INTELLIDEX_REF_COMPONENTS_NXTD_yyyy

mmdd

IDX_US_INTELLIDEX_REF_REVIEWS_ yyyymmdd

IDX_US_INTELLIDEX_REF_DAILYCHANGES_

yyyymmddhhnn

IDX_US_INTELLIDEX_REF_DAILYCHANGES_EFFECTIV

E_ yyyymmddhh

IDX_US_INTELLIDEX_REF_DAILYCHANGES_SUMMAR

Y_ yyyymmddhh

Strataquant IDX_US_STRATAQUANT_REF_SUMMARY_EOD_yyyym

mdd

IDX_US_STRATAQUANT_REF_SUMMARY_NXTD_yyyy

mmdd

IDX_US_STRATAQUANT_REF_COMPONENTS_EOD_yyy

ymmdd

IDX_US_STRATAQUANT_REF_COMPONENTS_NXTD_yy

yymmdd

IDX_US_STRATAQUANT_REF_REVIEWS_ yyyymmdd

IDX_US_STRATAQUANT_REF_DAILYCHANGES_

yyyymmddhhnn

IDX_US_STRATAQUANT_REF_DAILYCHANGES_EFFEC

TIVE_ yyyymmddhh

IDX_US_STRATAQUANT_REF_DAILYCHANGES_SUMM

ARY_ yyyymmddhh



Product Index/Index

Family File Names

NYSE Group Index Weightings NYSE Equity

Indices

IDX_US_NYSE_REF_SUMMARY_EOD_yyyymmdd

IDX_US_NYSE_REF_SUMMARY_NXTD_yyyymmdd

IDX_US_NYSE_REF_COMPONENTS_EOD_yyyymmdd

IDX_US_NYSE_REF_COMPONENTS_NXTD_yyyymmdd

IDX_US_NYSE_REF_REVIEWS_ yyyymmdd

NYSE Arca &

American

Equity Indices

IDX_US_ARCA-MKT_REF_SUMMARY_EOD_yyyymmdd

IDX_US_ARCA-MKT_REF_SUMMARY_NXTD_yyyymmdd

IDX_US_ARCA-

MKT_REF_COMPONENTS_EOD_yyyymmdd

IDX_US_ARCA-

MKT_REF_COMPONENTS_NXTD_yyyymmdd

IDX_US_ARCA-MKT_REF_REVIEWS_ yyyymmdd

NYSE Fixed

Income Indices

IDX_US_FIXEDINCOME_REF_SUMMARY_EOD_yyyymm

dd

IDX_US_FIXEDINCOME_REF_SUMMARY_NXTD_yyyym

mdd

IDX_US_FIXEDINCOME_REF_COMPONENTS_EOD_yyyy

mmdd

IDX_US_FIXEDINCOME_REF_COMPONENTS_NXTD_yyy

ymmdd

IDX_US_FIXEDINCOME_REF_REVIEWS_ yyyymmdd

Intellidex IDX_US_INTELLIDEX_REF_SUMMARY_EOD_yyyymmdd

IDX_US_INTELLIDEX_REF_SUMMARY_NXTD_yyyymmd

d

IDX_US_INTELLIDEX_REF_COMPONENTS_EOD_yyyym

mdd

IDX_US_INTELLIDEX_REF_COMPONENTS_NXTD_yyyy

mmdd

IDX_US_INTELLIDEX_REF_REVIEWS_ yyyymmdd

Strataquant IDX_US_STRATAQUANT_REF_SUMMARY_EOD_yyyym

mdd

IDX_US_STRATAQUANT_REF_SUMMARY_NXTD_yyyy

mmdd

IDX_US_STRATAQUANT_REF_COMPONENTS_EOD_yyy

ymmdd

IDX_US_STRATAQUANT_REF_COMPONENTS_NXTD_yy

yymmdd

IDX_US_STRATAQUANT_REF_REVIEWS_ yyyymmdd



4. FTP Directory Structure

Note: In each of the directories described in this section, “yyyy” refers to the generation year of the file and

“mm” refers to the generation month of the file.

4.1 Overview Table of FTP Directory Structure per Index File Product

Table 7 provides an overview of the file names

Table 7 File Name Overview

Product Index/Index

Family Folder Names

NYSE

Group

Index

Premium

Package

NYSE Equity

Premium

Package

/IDX_US_NYSE_REF

/IDX_US_NYSE_REF/IDX_US_NYSE_REF_yyyy/IDX_US_NYSE_REF_yyyymm

/IDX_US_NYSE_NON_REF

/IDX_US_NYSE_NON_REF/IDX_US_NYSE_NON_REF_yyyy/IDX_US_NYSE_NON_REF/yyy

ymm

/IDX_US_NYSE_REF_DAILYCHANGES

/IDX_US_NYSE_REF_DAILYCHANGES/IDX_US_NYSE_REF_DAILYCHANGES_yyyy/IDX

_US_NYSE_REF_DAILYCHANGES_yyyymm

/IDX_US_NYSE_REF_REVIEWS

/IDX_US_NYSE_REF_REVIEWS/IDX_US_NYSE_REF_REVIEWS_yyyy/

IDX_US_NYSE_REF_REVIEWS_yyyymm

NYSE Arca &

American

Equity Premium

Package

/IDX_US_ARCA-MKT_REF

/IDX_US_ARCA-MKT_REF/IDX_US_NYSE_REF_y

yyy/IDX_US_NYSE_REF_yyyymm

/IDX_US_ARCA-MKT_NON_REF

/IDX_US_ARCA-MKT_NON_REF/IDX_US_ARCA-MKT_NON_REF

yyyy/IDX_US_ARCA-MKT_NON_REF_yyyymm

/IDX_US_ARCA-MKT_REF_DAILYCHANGES

/IDX_US_ARCA-MKT_REF_DAILYCHANGES/IDX_US_ARCA-

MKT_REF_DAILYCHANGES_yyyy/IDX_US_ARCA-MKT_REF_DAILYCHANGES_yyyymm

/IDX_US_ARCA-MKT_REF_REVIEWS

/IDX_US_ARCA-MKT_REF_REVIEWS/ IDX_US_ ARCA-MKT _REF_REVIEWS_yyyy/

IDX_US_ ARCA-MKT _REF_REVIEWS_yyyymm

NYSE Fixed

Income

Premium

Package

/IDX_US_FIXEDINCOME_REF

/IDX_US_FIXEDINCOME_REF/IDX_US_FIX

EDINCOME_REF_yyyy/IDX_US_FIXEDINCO

ME_REF_yyyymm

/IDX_US_FIXEDINCOME_NON_REF

/IDX_US_FIXEDINCOME_NON_REF/IDX_US_FIXEDINCOME_NON_REF_yyyy/IDX_US_FI



Product Index/Index

Family Folder Names

XEDINCOME_NON_REF_yyyymm

/IDX_US_ FIXEDINCOME _REF_DAILYCHANGES

/IDX_US_ FIXEDINCOME _REF_DAILYCHANGES/IDX_US_ FIXEDINCOME

_REF_DAILYCHANGES_yyyy/IDX_US_ FIXEDINCOME _REF_DAILYCHANGES_yyyymm

/IDX_US_ FIXEDINCOME _REF_REVIEWS

/IDX_US_ FIXEDINCOME _REF_REVIEWS/ IDX_US_ FIXEDINCOME

_REF_REVIEWS_yyyy/ IDX_US_ FIXEDINCOME _REF_REVIEWS_yyyymm

Intellidex Index

Premium

Package

/IDX_US_INTELLIDEX_REF

/IDX_US_INTELLIDEX_REF/IDX_US_INTE

LLIDEX_REF_yyyy/IDX_US_INTELLIDEX_

REF_yyyymm

/IDX_US_INTELLIDEX_NON_REF

/IDX_US_INTELLIDEX_NON_REF/IDX_US_INTELLIDEX_NON_REF_yyyy/IDX_US_INTEL

LIDEX_NON_REF_yyyymm

/IDX_US_ INTELLIDEX _REF_DAILYCHANGES

/IDX_US_ INTELLIDEX _REF_DAILYCHANGES/IDX_US_ INTELLIDEX

_REF_DAILYCHANGES_yyyy/IDX_US_ INTELLIDEX _REF_DAILYCHANGES_yyyymm

/IDX_US_ INTELLIDEX _REF_REVIEWS

/IDX_US_ INTELLIDEX _REF_REVIEWS/ IDX_US_ INTELLIDEX _REF_REVIEWS_yyyy/

IDX_US_ INTELLIDEX _REF_REVIEWS_yyyymm

Strataquant

Index Premium

Package

/IDX_US_STRATAQUANT_REF

/IDX_US_STRATAQUANT_REF/IDX_US_STR

ATAQUANT_REF_yyyy/IDX_US_STRATAQUA

NT_REF_yyyymm

/IDX_US_STRATAQUANT_NON_REF

/IDX_US_STRATAQUANT_NON_REF/IDX_US_STRATAQUANT_NON_REF_yyyy/IDX_US

_STRATAQUANT_NON_REF_yyyymm

/IDX_US_ STRATAQUANT _REF_DAILYCHANGES

/IDX_US_ STRATAQUANT _REF_DAILYCHANGES/IDX_US_ STRATAQUANT

_REF_DAILYCHANGES_yyyy/IDX_US_ STRATAQUANT _REF_DAILYCHANGES_yyyymm

/IDX_US_ STRATAQUANT _REF_REVIEWS

/IDX_US_ STRATAQUANT _REF_REVIEWS/ IDX_US_ STRATAQUANT

_REF_REVIEWS_yyyy/ IDX_US_ STRATAQUANT _REF_REVIEWS_yyyymm



Product Index/Index

Family Folder Names

NYSE

Group

Index

Weightings

NYSE Equity

Index

Weightings

Package

/IDX_US_NYSE_REF

/IDX_US_NYSE_REF/IDX_US_NYSE_REF_yyyy/IDX_US_NYSE_REF_yyyymm

/IDX_US_NYSE_NON_REF

/IDX_US_NYSE_NON_REF/IDX_US_NYSE_NON_REF_yyyy/IDX_US_NYSE_NON_REF/yyy

ymm


/IDX_US_NYSE_REF_REVIEWS/IDX_US_NYSE_REF_REVIEWS_yyyy/IDX_US_NYSE_RE

F_REVIEWS_yyyymm

NYSE Arca &

American

Equity Index

Weightings

Package

/IDX_US_ARCA-MKT_REF

/IDX_US_ ARCA-MKT _REF/IDX_US_ ARCA-MKT _REF_y

yyy/IDX_US_ ARCA-MKT _REF_yyyymm

/IDX_US_ARCA-MKT_NON_REF

/IDX_US_ARCA-MKT_NON_REF/IDX_US_ARCA-MKT_NON_REF

yyyy/IDX_US_ARCA-MKT_NON_REF_yyyymm

/IDX_US_ ARCA-MKT _REF_REVIEWS

/IDX_US_ ARCA-MKT _REF_REVIEWS/IDX_US_ ARCA-MKT

_REF_REVIEWS_yyyy/IDX_US_ ARCA-MKT _REF_REVIEWS_yyyymm

NYSE Fixed

Income Index

Weightings

Package

/IDX_US_FIXEDINCOME_REF

/IDX_US_FIXEDINCOME_REF/IDX_US_FIX

EDINCOME_REF_yyyy/IDX_US_FIXEDINCO

ME_REF_yyyymm

/IDX_US_FIXEDINCOME_NON_REF

/IDX_US_FIXEDINCOME_NON_REF/IDX_US_FIXEDINCOME_NON_REF_yyyy/IDX_US_FI

XEDINCOME_NON_REF_yyyymm

/IDX_US_ FIXEDINCOME _REF_REVIEWS

/IDX_US_ FIXEDINCOME _REF_REVIEWS/IDX_US_ FIXEDINCOME

_REF_REVIEWS_yyyy/IDX_US_ FIXEDINCOME _REF_REVIEWS_yyyymm

Intellidex Index

Weightings

Package

/IDX_US_INTELLIDEX_REF

/IDX_US_INTELLIDEX_REF/IDX_US_INTE

LLIDEX_REF_yyyy/IDX_US_INTELLIDEX_

REF_yyyymm

/IDX_US_INTELLIDEX_NON_REF

/IDX_US_INTELLIDEX_NON_REF/IDX_US_INTELLIDEX_NON_REF_yyyy/IDX_US_INTEL

LIDEX_NON_REF_yyyymm

/IDX_US_ INTELLIDEX _REF_REVIEWS

/IDX_US_ INTELLIDEX _REF_REVIEWS/IDX_US_ INTELLIDEX

_REF_REVIEWS_yyyy/IDX_US_ INTELLIDEX _REF_REVIEWS_yyyymm



Product Index/Index

Family Folder Names

Strataquant

Index

Weightings

Package

/IDX_US_STRATAQUANT_REF

/IDX_US_STRATAQUANT_REF/IDX_US_STR

ATAQUANT_REF_yyyy/IDX_US_STRATAQUA

NT_REF_yyyymm

/IDX_US_STRATAQUANT_NON_REF

/IDX_US_STRATAQUANT_NON_REF/IDX_US_STRATAQUANT_NON_REF_yyyy/IDX_US

_STRATAQUANT_NON_REF_yyyymm


/IDX_US_NYSE_REF_REVIEWS/IDX_US_NYSE_REF_REVIEWS_yyyy/IDX_US_NYSE_RE

F_REVIEWS_yyyymm



5. Delivery Schedule

The NYSE Index products offer Summary and Components End-of-Day (EOD) and Next Day (NXTD) files

which may be produced multiple times per day based on the following:

Equity Index Products

EOD Files

– Summary:

■ Between 7h00pm ET and 9h00pm ET

– Components:


NXTD Files

– Summary


– Components


DAILYCHANGES Files

– Daily Change Files (individual or multiple changes available intra-day):

■ Delivered on an ad-hoc basis as alerts become available

– Effective Files (all changes effective for the next trading day):

■ First batch: 2h45pm ET

■ Second batch: 9h00pm ET

– Summary Files (all changes, including next trading day effective and future effective date):

■ First batch: 7h00am ET

■ Second batch: 11h00am ET

■ Third batch: 1h00pm ET

■ Fourth batch:3h00pm ET

■ Fifth batch: 7h00pm ET

■ Sixth batch: 11h30pm ET



Fixed Income Index Products

EOD and NXTD Files

– Summary and Components:


DAILYCHANGES Files

– Daily Change Files (individual or multiple changes available intra-day):

■ Delivered on an ad-hoc basis as alerts become available

– Effective Files (all changes effective for the next trading day):

■ First batch: 2h45pm ET

■ Second batch: 9h00pm ET

– Summary Files (all changes, including next trading day effective and future effective date):

■ First batch: 7h00am ET

■ Second batch: 11h00am ET

■ Third batch: 1h00pm ET

■ Fourth batch:3h00pm ET

■ Fifth batch: 7h00pm ET

■ Sixth batch: 11h30pm ET

NYSE Group Index Products - The New York Stock … Thomson Reuters RIC symbol for identifier change...

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Transcript of NYSE Group Index Products - The New York Stock … Thomson Reuters RIC symbol for identifier change...